-5.1%
CNC vs RVTY
-15.1%
+10.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +1.6% | +1.5% | 0.0% | +1.0% |
| 3M | +7.9% | +31.5% | -23.5% | +2.1% |
| 6M | +21.2% | +62.7% | -41.5% | +9.9% |
| YTD | +73.2% | +60.0% | +13.2% | +56.5% |
| 1Y | +97.5% | +65.7% | +31.8% | +77.3% |
| 3Y | -1.2% | +85.2% | -86.4% | -14.3% |
| All | -5.1% | -15.1% | +10.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling